4. Following information is shared concerning a bank: Total assets = 820 mio Total liabilities = 680 mio Asset duration (average) = 5.8 years Liability duration (average)-4.2 years Suppose that the bank would use futures contracts on T-bonds that have a duration of 10 years, with a current price of $98,500 ($100,000 face value). a) What is the duration gap? What is the risk in this case? b) What position in how many contracts does the bank need to take to hedge against interest rate changes